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Volumn 24, Issue 4, 1997, Pages 433-441

Generalization of the Kolmogorov-Smirnov test

Author keywords

Goodness of fit tests; Length tests; Tests for white noise

Indexed keywords

MONTE CARLO METHODS; PROBABILITY; STATISTICS; WHITE NOISE;

EID: 0031554298     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(96)00077-1     Document Type: Article
Times cited : (19)

References (11)
  • 1
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    • Problèmes de l'analyse spectrale des séries temporelles stationnaires
    • Univ. Paris
    • Bartlett, M.S., Problèmes de l'analyse spectrale des séries temporelles stationnaires, Publ. Inst. Stat., Univ. Paris, III-3 (1954) 119-134.
    • (1954) Publ. Inst. Stat. , vol.III-3 , pp. 119-134
    • Bartlett, M.S.1
  • 4
    • 84988129697 scopus 로고
    • On the asymptotic distributions of high-order spacings statistics
    • Guttorp, P. and R.A. Lockhart, On the asymptotic distributions of high-order spacings statistics, Canad. J. Statist., 17 (1989) 419-426.
    • (1989) Canad. J. Statist. , vol.17 , pp. 419-426
    • Guttorp, P.1    Lockhart, R.A.2
  • 5
    • 38249039038 scopus 로고
    • On powerful distributional tests based on sample spacings
    • Hall, P., On powerful distributional tests based on sample spacings, J. Multivariate Analy., 19 (1986) 201-224.
    • (1986) J. Multivariate Analy. , vol.19 , pp. 201-224
    • Hall, P.1
  • 7
    • 0039856698 scopus 로고
    • Adaptive test for white noise
    • Reschenhofer, E., Adaptive test for white noise, Biometrika, 76 (1989) 629-632.
    • (1989) Biometrika , vol.76 , pp. 629-632
    • Reschenhofer, E.1
  • 8
    • 0040776334 scopus 로고    scopus 로고
    • Length tests for goodness of fit
    • Reschenhofer, E. and I.M. Bomze, Length tests for goodness of fit, Biometrika, 78, 207-216 (Amendment: Biometrika, 79 (1992) 859).
    • Biometrika , vol.78 , pp. 207-216
    • Reschenhofer, E.1    Bomze, I.M.2
  • 9
    • 0041944202 scopus 로고
    • Amendment
    • Reschenhofer, E. and I.M. Bomze, Length tests for goodness of fit, Biometrika, 78, 207-216 (Amendment: Biometrika, 79 (1992) 859).
    • (1992) Biometrika , vol.79 , pp. 859
  • 10
    • 84981375151 scopus 로고
    • Testing for white noise against multimodal spectral alternatives
    • Reschenhofer, E. and I.M. Bomze, Testing for white noise against multimodal spectral alternatives, J. Time Ser. Analy., 13 (1992) 435-439.
    • (1992) J. Time Ser. Analy. , vol.13 , pp. 435-439
    • Reschenhofer, E.1    Bomze, I.M.2
  • 11
    • 0041442703 scopus 로고
    • Tests for white noise in the frequency domain
    • Schlittgen, R., Tests for white noise in the frequency domain, Computat. Statist. Quart., 4 (1989) 281-288.
    • (1989) Computat. Statist. Quart. , vol.4 , pp. 281-288
    • Schlittgen, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.